Hmmm, how do you post Videos here? Link to YouTube / Vimeo? I did not find a description here … just for pictures.
I have about 150 mi on the new engine. Probably not enough to loosen it up.
My headers are the original cast ones. And I am pretty sure, that they do not touch the starter. So it should not be a problem to get a heat shield between.
The alternator is just a couple of years old as well and has very low mileage.
Your break-in period is at least 1000mi. Be sure to drive it as a break-in.
Your cast headers are excellent, you won't need a shield. I would try to get best battery for your size (800+cca cold).
Don't like the sound of that squeak. It could be either a fan belt or a bad bearing in alternator or water pump.
Try to put as much mileage as you can when breaking it in. Gotta open that puppy up!